+29.3%
V vs ETN
-1.0%
+30.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -9.9% | +13.7% | +2.9% |
| 7D | +9.0% | -10.1% | +19.1% | +8.0% |
| 30D | +18.1% | -18.4% | +36.5% | +16.4% |
| 3M | +18.3% | -20.4% | +38.8% | +16.5% |
| 6M | +34.1% | -16.0% | +50.1% | +33.0% |
| YTD | +25.2% | +11.8% | +13.4% | +22.5% |
| 1Y | +29.3% | -5.5% | +34.8% | +28.6% |
| All | +29.3% | -1.0% | +30.3% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ETN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling